The name originates from a "silly joke" during the promotion of Hot Fuzz.[4] Wright had written in the use of Cornetto ice cream as a hangover cure for Frost's character in Shaun of the Dead based on his own experiences. Within Hot Fuzz, Wright included a brief couple of throwaway scenes that called back to the Cornetto joke in Shaun. On the promotional tour of Hot Fuzz during production of The World's End, one interviewer pointed out the use of Cornetto in the first two films, to which Wright jokingly stated they represented a trilogy comparable to Krzysztof Kieślowski's Three Colours film trilogy.[5][6][7]

Following this, Wright took serious consideration of thinking of the three movies as a trilogy, and wrote out The World's End to complete themes set out in the earlier films, including placing a Cornetto reference in the film. Each film in the trilogy is connected to a specific Cornetto flavour appearing in each film.[3][8]Shaun of the Dead features a strawberry-flavoured Cornetto, which signifies the film's bloody and gory elements,[9]Hot Fuzz includes the blue original Cornetto, to signify the police element to the film,[10] and The World's End features the green mint chocolate chip flavour (though only shown by a wrapper caught in the wind) in a nod to aliens and science fiction.[11] According to Wright, Wall's, manufacturer of the Cornetto, were "very pleased with the namecheck".[12]

Wright considered each of the films a "Trojan horse", "genre films that have a relationship comedy smuggled inside a zombie movie, a cop movie and a sci-fi movie".[4] Thematically, Wright saw each of the films containing common themes of "the individuals in a collective [...] about growing up and [...] about the dangers of perpetual adolescence".[4] Wright reworked the script of The World's End to culminate and conclude on these themes.[4] The films are further linked by a common set of actors. Wright, Park, Pegg, and Frost collaborated previously in the TV series Spaced from 1999 to 2001. Martin Freeman, Bill Nighy, Rafe Spall, Julia Deakin, Patricia Franklin, and Garth Jennings appear in each of the films as well as other projects by Wright and Pegg. Clark Collis observes in Entertainment Weekly that the films also feature "a running gag involving garden fences".[6]

The trilogy's Cornetto reference begins with a scene in which Shaun buys a cone for his friend Ed (Frost) at his request as Ed wakes up groggy and badly hung over after a night of drinking. Director Edgar Wright has said that he used to use Cornettos as a hangover cure.[14]

The second entry is Hot Fuzz, a 2007 buddy copcomedy. The film stars Simon Pegg and Nick Frost as two police officers who investigate a series of mysterious deaths in a small English village. The two officers purchase Cornetto cones at a convenience store at various times, and a scrap of the wrapper falls onto the counter when Pegg's character later makes other purchases at a motorway service station.

The third and final installment is The World's End, a 2013 science fictionapocalypticcomedy. The film follows a group of friends, led by Simon Pegg, reattempting an epic pub crawl during an alien occupation of their home town. In the final scene of the film, a Cornetto wrapper blows past in a breeze, briefly catching on a wire fence.

Wright said in an interview for Entertainment Weekly, "We thought it would be a funny idea to do a sci-fi film where even the people who are going to be your saviors are hammered."[6]

Discussing The World's End, Wright said that any actor who appeared in the first two films would also appear in the third, adding, "We even got back Nicola Cunningham, who played Mary the zombie in Shaun of the Dead. And Mark Donovan, so the first two zombies from Shaun of the Dead are in this. The twins are in it."[15]